scholarly journals Numerical solution using radial basis functions for multidimensional fractional partial differential equations of type Black–Scholes

2021 ◽  
Vol 40 (7) ◽  
Author(s):  
A. Torres-Hernandez ◽  
F. Brambila-Paz ◽  
C. Torres-Martínez
Keyword(s):  
Partial Differential Equations ◽  
Differential Equations ◽  
Numerical Solution ◽  
Radial Basis Functions ◽  
Basis Functions ◽  
Fractional Partial Differential Equations ◽  
Partial Differential ◽  
Black Scholes ◽  
Radial Basis

The Coupling of RBF and FDM for Solving Higher Order Fractional Partial Differential Equations

2014 ◽  
Vol 598 ◽  
pp. 409-413 ◽  
Author(s):  
Zakieh Avazzadeh ◽  
Wen Chen ◽  
Vahid Reza Hosseini
Keyword(s):  
Partial Differential Equations ◽  
Finite Difference ◽  
Differential Equations ◽  
Radial Basis Functions ◽  
Basis Functions ◽  
Discrete Solution ◽  
Fractional Partial Differential Equations ◽  
Partial Differential ◽  
Time Direction ◽  
Radial Basis

In this work, we describe the radial basis functions for solving the time fractional partial differential equations defined by Caputo sense. These problems can be discretized in the time direction based on finite difference scheme and is continuously approximated by using the radial basis functions in the space direction which achieves the semi-discrete solution. Numerical results accuracy the efficiency of the presented method.

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